PCA Index Dashboard Examples#
This script was last run at 2024-03-18 20:43:35.015725+00:00 (UTC)
In US/Central Time, this is 2024-03-18 15:43:35.015725-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.897483 | -0.475791 | 0.085640 | -0.007683 | 0.545694 | 0.254784 |
| 1997-01-03 | -0.885775 | -0.475791 | -0.156142 | 0.007835 | 0.745255 | 0.205630 |
| 1997-01-06 | -0.881872 | -0.475791 | -0.064722 | -0.015443 | 0.778130 | 0.269567 |
| 1997-01-07 | -0.881872 | -0.454963 | -0.129679 | -0.046479 | 0.837750 | 0.383171 |
| 1997-01-08 | -0.893580 | -0.454963 | -0.022621 | -0.085274 | 0.785790 | 0.496383 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-11 | -0.819426 | -1.496360 | -0.626475 | 1.870005 | 0.924522 | -0.175707 |
| 2024-03-12 | -0.842843 | -1.506774 | -0.792474 | 1.815691 | 1.034549 | 0.037160 |
| 2024-03-13 | -0.862357 | -1.506774 | -0.803300 | 1.761378 | 1.065021 | 0.154098 |
| 2024-03-14 | -0.862357 | -1.475532 | -0.725112 | 1.761378 | 0.887964 | 0.499759 |
| 2024-03-15 | -0.858455 | -1.496360 | -0.723909 | 1.691547 | 0.831982 | 0.579039 |
7188 rows × 6 columns
pc1
DATE
1997-01-02 -0.578787
1997-01-03 -0.684977
1997-01-06 -0.667866
1997-01-07 -0.704252
1997-01-08 -0.673905
...
2024-03-11 -1.486097
2024-03-12 -1.589887
2024-03-13 -1.611901
2024-03-14 -1.594683
2024-03-15 -1.582842
Name: PC1, Length: 7188, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()